P is for Pilgrim by Carol Crane

"Across the Atlantic Ocean,
a lone ship on a vast sea.
Ablaze with new hope,
all praying to be free."
From the lives of our early settlers, who established the foundations for American freedoms and ideals, to today's celebrations, "P is for Pilgrim" colorfully examines the history and lore of Thanksgiving. Educators will find the inclusion of the Core Democratic Values of valuable use for the classroom while kids of all ages will enjoy the bright, engaging illustrations and fascinating sidebar text.

And another - Turkeys, Pilgrims, and Indian Corn : The Story of the Thanksgiving Symbols by Edna Barth
 The story of the most truly American holiday and the development of its symbols and legends.
Each of our holidays has its own familiar traditions: Trick-or-treating on Halloween, eating turkey on Thanksgiving, waiting for Santa Claus on Christmas, exchanging cards on Valentine's Day. But where do these customs come from, when did they begin, and why do we continue to observe them?
In the engaging blend of careful research and lively prose that has earned her books a lasting place on the holiday bookshelf, Edna Barth explores the multicultural origins and evolution of the familiar and not-so-familiar symbols and legends associated with our favorite holidays. Full of fascinating historical details and little-known stories, these books are both informative and engaging. Festively illustrated by Ursula Arndt, they are now available again in hardcover as well as paperback editions, featuring new, eye-catching jacket designs, and fun holiday activities inside the paperback covers. Each book includes an annotated list of holiday stories and poems and an index.